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This is a well-known philosophical argument and has obviously been addressed by real philosophers. Here's one by Theodore M. Drange and another in the FAQ on infidels.org and another by Massimo Pigliucci. Obviously, I'm writing the page to give my ideas.
God probably wouldn't like it
It appears likely that the god described by most Christian sects would take dim view of someone who lied about his beliefs over the course his entire life, simply on the off chance that God exists.
One cannot choose to believe something. For example, I can't choose to believe that I have six fingers. I know that I have four fingers and a thumb. No matter how often I say I have six fingers. No matter how important I think it is that I should believe that I have six fingers. I know that I don't have six fingers.
But some would say that such a strictly physical example is nonsensical and doesn't apply to God. So, how about I try to believe in Santa Claus. An elf who uses magic to bring happiness to all the good children of the world. I never actually see him. But I can "know" he exists by the effect he has on the world.
Some would now accuse me of being flippant. But my reaction to the god of the Christian bible is very similar to my reaction to someone trying to sincerely tell me that Santa Claus is real. In both cases I know of entirely natural explanations which I conclude do a far better job of fitting the facts. It doesn't matter how hard I try to make myself believe in a magical supernatural being. The truth is, I'm trying to force myself to ignore the evidence. The evidence is still there, and I know about it. Pretending to ignore it is simply an attempt to be dishonest with myself.
Don't you think the omnipotent being described in the bible would know that I was lying? That I professed belief simply for the payoff at the end of my life? That, in fact, in my heart, I didn't really believe? As I understand it, most versions of God would probably treat a hypocrite and liar worse than an infidel who was honest and true his entire life.
Which God?
If I'm going to spend all this energy trying to force myself to believe in God, which particular variation should I believe in?
There are many Christian sects, and many are quite exclusionary. Theirs is right and all of the others are wrong. In fact, many of the sects warn that if I believe in a false God, using the wrong worshiping procedures, that I'll be treated even worse than if I were true to my nature and didn't profess belief in any god. The God of the old testament is generally considered to be very intolerant. Is that the god I have to believe in?
Some people will say that God is loving and forgiving, and as long as I try I'll be rewarded. But if God is that forgiving, wouldn't He look at my actions throughout my entire life? As long as I've lived a good life, wouldn't He cut me some slack even though I didn't believe in Him?
And why does it have to be a Christian god? Here in the US it's mostly Christians who pose this question. And of course they're arrogant enough to not even consider that I might choose a god different from theirs to believe in. But from my point of view any of the supernatural beings are equally unlikely, and therefore equally appropriate for my choice to believe in.
Actual cost
What is the cost of believing in God?
If you've already decided there's a god and a heaven then the costs are fairly small. But if in fact there is no heaven then any time I take away from doing what I want is wasted. And if there is no heaven then this is the only life we have. Every moment in it is incredibly precious. What a horrible shame to waste any of it on meaningless rituals.
And depending on which version of God we think is true, the costs can be incredibly high. Large blocks of time. Harsh restrictions on everyday activities. A large percentage of my income. Even the inevitable guilt of simply being human and thinking "sinful" thoughts. All just part of the job if God is real, but a tragic waste if it turns out there is no god.
God would be disappointed
This is one of my favorite points, brought up to me by my roommate, Andy.
Here we are, ostensibly intelligent and rational beings, given the tools of logic and self-awareness. If there is a god, and he gave us these tools, wouldn't he expect us to use them? Would he give us these tools, which we use to study and understand the universe, and then expect us to completely ignore everything we've learned from them? Would he expect us to profess worship for a supernatural being, and construct elaborate rituals and codes of conduct, all based on completely unsubstantiated beliefs?
I dunno. I can picture a devout Christian showing up at the pearly gates and God is standing there, shaking his head in disapointment. "I gave you these wonderful, powerful gifts, and you wasted them. You ignored them to believe in something for which you had no evidence."
On the other hand, if Heaven exists, when I show up I hope he'll look at his tally sheet and say, "You've been honest and a really nice guy your entire life. Welcome."
Editing history:
08/DEC/01 - Changed the style of the presentation of the wager, to make it clearer
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